$220 Million is the total value of ALPHASIMPLEX GROUP, LLC's 272 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 76.9% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
RBA | Sell | RITCHIE BROS AUCTIONEERS | $929,000 | +39.9% | 15,671 | -3.7% | 0.42% | -15.3% |
ATUS | Sell | ALTICE USA INCcl a | $886,000 | -3.4% | 34,082 | -16.2% | 0.40% | -41.4% |
ODFL | Sell | OLD DOMINION FREIGHT LINE IN | $780,000 | -5.9% | 4,312 | -11.8% | 0.36% | -42.9% |
BBY | Sell | BEST BUY INC | $646,000 | +21.9% | 5,807 | -4.3% | 0.29% | -25.9% |
EL | Sell | LAUDER ESTEE COS INCcl a | $569,000 | +10.1% | 2,606 | -4.9% | 0.26% | -33.2% |
PGR | Sell | PROGRESSIVE CORP | $568,000 | +6.6% | 6,003 | -9.8% | 0.26% | -35.5% |
APH | Sell | AMPHENOL CORP NEWcl a | $558,000 | +7.1% | 5,151 | -5.2% | 0.25% | -35.0% |
LSTR | Sell | LANDSTAR SYS INC | $524,000 | +6.3% | 4,175 | -5.0% | 0.24% | -35.7% |
VRSK | Sell | VERISK ANALYTICS INC | $396,000 | -28.0% | 2,135 | -33.9% | 0.18% | -56.3% |
HRL | Sell | HORMEL FOODS CORP | $378,000 | -28.9% | 7,728 | -29.9% | 0.17% | -56.9% |
K | Sell | KELLOGG CO | $335,000 | -36.2% | 5,189 | -34.7% | 0.15% | -61.4% |
NDAQ | Sell | NASDAQ INC | $334,000 | -37.3% | 2,722 | -39.0% | 0.15% | -62.0% |
SYY | Sell | SYSCO CORP | $323,000 | +4.2% | 5,192 | -8.5% | 0.15% | -36.6% |
DOCU | Sell | DOCUSIGN INC | $318,000 | +8.5% | 1,476 | -13.3% | 0.14% | -34.1% |
CPRT | Sell | COPART INC | $306,000 | +15.0% | 2,909 | -8.8% | 0.14% | -30.2% |
AMD | Sell | ADVANCED MICRO DEVICES INC | $286,000 | +9.6% | 3,493 | -29.5% | 0.13% | -33.7% |
CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $238,000 | -74.9% | 191 | -78.8% | 0.11% | -84.8% |
GE | Sell | GENERAL ELECTRIC CO | $123,000 | -78.0% | 19,703 | -76.0% | 0.06% | -86.7% |
ACEL | Exit | ACCEL ENTERTAINMENT INC | $0 | – | -14,353 | -100.0% | -0.10% | – |
VRT | Exit | VERTIV HOLDINGS CO | $0 | – | -12,402 | -100.0% | -0.13% | – |
OLN | Exit | OLIN CORP | $0 | – | -15,105 | -100.0% | -0.13% | – |
USFD | Exit | US FOODS HLDG CORP | $0 | – | -10,016 | -100.0% | -0.15% | – |
BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -18,759 | -100.0% | -0.15% | – |
OKTA | Exit | OKTA INCcl a | $0 | – | -1,087 | -100.0% | -0.16% | – |
SUI | Exit | SUN CMNTYS INC | $0 | – | -1,652 | -100.0% | -0.17% | – |
CB | Exit | CHUBB LIMITED | $0 | – | -1,804 | -100.0% | -0.17% | – |
TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,024 | -100.0% | -0.17% | – |
DEI | Exit | DOUGLAS EMMETT INC | $0 | – | -7,541 | -100.0% | -0.17% | – |
KRC | Exit | KILROY RLTY CORP | $0 | – | -3,929 | -100.0% | -0.17% | – |
ESS | Exit | ESSEX PPTY TR INC | $0 | – | -1,011 | -100.0% | -0.17% | – |
WRB | Exit | BERKLEY W R CORP | $0 | – | -4,071 | -100.0% | -0.18% | – |
AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -1,512 | -100.0% | -0.18% | – |
VEEV | Exit | VEEVA SYS INC | $0 | – | -996 | -100.0% | -0.18% | – |
REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -5,740 | -100.0% | -0.18% | – |
FE | Exit | FIRSTENERGY CORP | $0 | – | -6,181 | -100.0% | -0.18% | – |
WEN | Exit | WENDYS CO | $0 | – | -11,055 | -100.0% | -0.18% | – |
SNAP | Exit | SNAP INCcl a | $0 | – | -10,508 | -100.0% | -0.18% | – |
AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -3,853 | -100.0% | -0.18% | – |
KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -2,463 | -100.0% | -0.19% | – |
GOLD | Exit | BARRICK GOLD CORPORATION | $0 | – | -9,190 | -100.0% | -0.19% | – |
TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -1,409 | -100.0% | -0.19% | – |
KLAC | Exit | KLA CORP | $0 | – | -1,330 | -100.0% | -0.19% | – |
NVR | Exit | NVR INC | $0 | – | -81 | -100.0% | -0.20% | – |
CSGP | Exit | COSTAR GROUP INC | $0 | – | -375 | -100.0% | -0.20% | – |
LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -878 | -100.0% | -0.20% | – |
TWTR | Exit | TWITTER INC | $0 | – | -9,212 | -100.0% | -0.20% | – |
PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -885 | -100.0% | -0.20% | – |
LRCX | Exit | LAM RESEARCH CORP | $0 | – | -884 | -100.0% | -0.21% | – |
NEWR | Exit | NEW RELIC INC | $0 | – | -4,153 | -100.0% | -0.21% | – |
AMAT | Exit | APPLIED MATLS INC | $0 | – | -5,335 | -100.0% | -0.24% | – |
HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -7,865 | -100.0% | -0.26% | – |
CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -9,885 | -100.0% | -0.29% | – |
PINC | Exit | PREMIER INCcl a | $0 | – | -13,282 | -100.0% | -0.34% | – |
TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -3,964 | -100.0% | -0.39% | – |
PKG | Exit | PACKAGING CORP AMER | $0 | – | -5,251 | -100.0% | -0.39% | – |
MRK | Exit | MERCK & CO. INC | $0 | – | -6,799 | -100.0% | -0.39% | – |
STE | Exit | STERIS PLC | $0 | – | -3,461 | -100.0% | -0.40% | – |
SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -37,204 | -100.0% | -0.40% | – |
CNC | Exit | CENTENE CORP DEL | $0 | – | -8,426 | -100.0% | -0.40% | – |
MUSA | Exit | MURPHY USA INC | $0 | – | -4,780 | -100.0% | -0.40% | – |
AAPL | Exit | APPLE INC | $0 | – | -1,496 | -100.0% | -0.41% | – |
ATR | Exit | APTARGROUP INC | $0 | – | -4,989 | -100.0% | -0.42% | – |
VFC | Exit | V F CORP | $0 | – | -9,262 | -100.0% | -0.42% | – |
ADBE | Exit | ADOBE INC | $0 | – | -1,317 | -100.0% | -0.43% | – |
GDDY | Exit | GODADDY INCcl a | $0 | – | -8,396 | -100.0% | -0.46% | – |
FTNT | Exit | FORTINET INC | $0 | – | -4,559 | -100.0% | -0.47% | – |
CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -16,562 | -100.0% | -0.47% | – |
ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -6,896 | -100.0% | -0.47% | – |
ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -15,909 | -100.0% | -0.48% | – |
HPQ | Exit | HP INC | $0 | – | -37,649 | -100.0% | -0.49% | – |
AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -16,267 | -100.0% | -0.50% | – |
NWBI | Exit | NORTHWEST BANCSHARES INC MD | $0 | – | -65,028 | -100.0% | -0.50% | – |
KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -82,096 | -100.0% | -0.50% | – |
NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -16,272 | -100.0% | -0.51% | – |
ZEN | Exit | ZENDESK INC | $0 | – | -7,854 | -100.0% | -0.52% | – |
BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -19,766 | -100.0% | -0.57% | – |
IBKC | Exit | IBERIABANK CORP | $0 | – | -20,987 | -100.0% | -0.72% | – |
ALL | Exit | ALLSTATE CORP | $0 | – | -12,264 | -100.0% | -0.89% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-11-13
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
Name | Quarters owned | Latest quarter owned | Max weighting |
---|---|---|---|
PROCTER & GAMBLE CO | 18 | Q2 2022 | 2.1% |
OPEN TEXT CORP | 17 | Q1 2022 | 1.4% |
MONDELEZ INTL INC | 16 | Q4 2021 | 1.9% |
CBRE GROUP INC | 16 | Q4 2021 | 1.7% |
CHENIERE ENERGY INC | 16 | Q1 2022 | 1.3% |
LOWES COS INC | 16 | Q4 2021 | 1.3% |
CONAGRA BRANDS INC | 15 | Q2 2022 | 1.8% |
CITIGROUP INC | 15 | Q4 2021 | 1.3% |
TRINITY INDS INC | 15 | Q3 2021 | 1.1% |
LIONS GATE ENTMNT CORP | 15 | Q3 2021 | 0.7% |
View ALPHASIMPLEX GROUP, LLC's complete holdings history.
Latest filings
Type | Filed |
---|---|
13F-HR | 2022-11-08 |
13F-HR | 2022-08-10 |
13F-HR | 2022-05-10 |
13F-HR | 2022-02-10 |
13F-HR | 2021-11-15 |
13F-HR | 2021-08-12 |
13F-HR | 2021-05-12 |
13F-HR | 2021-02-12 |
13F-HR | 2020-11-13 |
13F-HR | 2020-08-14 |
View ALPHASIMPLEX GROUP, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.